We present a new fabrication technique based on a two-step UV exposure lithographic process to marginally modulate the refractive index in commercial SU-8 photoresist. This technique achieves refractive index modulation as different regions undergo different thermal densification prior to UV-induced polymerization. A small refractive index contrast of 0.0008 or lower can be achieved, and this is especially useful for fabricating waveguides with a low level of propagation modes. This technique may be extended to other UV-curable epoxy photoresists and can easily be applied in the fabrication of optical elements such as optical interconnects and integrated optical sensors without the development process.